Advancing the Field of Quantitative Finance
formerly the IAFE

Event: Algorithmic Trading: Dynamic Portfolios, Optimal Execution, and Risk
Date: October 3, 2008
Time: Program begins at 8:30am
Location:
New York University's Skirball Center
566 Laguardia Place (at Washington Square South)
New York, NY 10012

The International Association of Financial Engineers is pleased to endorse

Algorithmic Trading:
Dynamic Portfolios, Optimal Execution, and Risk

October 3, 2008
NYU's Skirball Center
566 Laguardia Place (at Washington Square South)
New York, NY 10012

Program Begins at 8:30 am

 Download brochure:
http://www.algotradeconf.com/AlgorithmicTrading.pdf

Program Description:
The explosive growth of algorithmic trading has challenged academia and industry to explore the foundations of this emerging area of quantitative finance. The Mathematics in Finance Masters Program at NYU and Finance Concepts are pleased to present this conference, which brings together leading market practitioners and academics to discuss the latest advances in algorithmic trading, dynamic portfolios, optimal execution, and risk.

Speakers:
Robert ALMGREN, Quantitative Brokers
David CUSHING, Wellington Management
Ian DOMOWITZ, ITG
Robert ENGLE, NYU Stern, Nobel Prize winner
Robert FERSTENBERG, Morgan Stanley
Jim GATHERAL, Merrill Lynch
Merrell HORA, Credit Suisse
George SOFIANOS, Goldman Sachs

Program Highlights:
* Dynamic optimization in custom execution algorithms
* The use of adaptive arrival price optimization
* The role of short term alpha in optimizing execution
* Execution risks and its relationship to portfolio risk
* Buy-side institutional efforts to integrate portfolio construction, risk management and optimal execution

INFORMATION AND REGISTRATION:
For more information and registration please see
http://www.algotradeconf.com
or contact us by email at info@algotradeconf.com